+330.8%
WM vs ACM
+131.3%
+199.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +1.2% | +5.1% | -3.9% | 0.0% |
| 30D | +15.2% | +18.7% | -3.4% | +10.6% |
| 3M | +8.3% | +15.5% | -7.1% | +4.4% |
| 6M | +13.1% | +1.2% | +11.9% | +11.9% |
| YTD | +12.5% | -25.2% | +37.8% | +19.0% |
| 1Y | +21.8% | -46.3% | +68.1% | +40.0% |
| 3Y | +48.8% | -9.6% | +58.3% | +45.9% |
| 5Y | +62.1% | +4.4% | +57.7% | +50.1% |
| All | +330.8% | +131.3% | +199.5% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling